+634.9%
HLT vs TDG
+1,242.6%
-607.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -0.7% |
| 30D | -5.0% | -7.7% | +2.7% | -1.4% |
| 3M | -10.4% | -9.3% | -1.1% | -6.4% |
| 6M | +3.2% | -9.4% | +12.6% | +7.3% |
| YTD | +6.7% | -14.3% | +21.0% | +13.3% |
| 1Y | +10.3% | -11.8% | +22.1% | +15.0% |
| 3Y | +99.3% | +52.0% | +47.4% | +55.2% |
| 5Y | +143.7% | +128.8% | +14.9% | +54.3% |
| 10Y | +584.7% | +543.8% | +40.9% | +179.6% |
| All | +634.9% | +1,242.6% | -607.7% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling